Overiew of CIB Egypt stock price analysis

Testing Partitions impact over CIB stock price model performance

## [1] 14
## # A tibble: 8 × 7
##   model_id    model  notes   avg_mape avg_rmse `avg_coverage_8… `avg_coverage_9…
##   <chr>       <chr>  <chr>      <dbl>    <dbl>            <dbl>            <dbl>
## 1 tslm2       tslm   tslm w…   0.0834     6.76            0.75             0.911
## 2 ets1        ets    ETS mo…   0.0845     6.69            1                1    
## 3 tslm1       tslm   tslm w…   0.0854     6.95            0.821            0.929
## 4 ets2        ets    ETS mo…   0.0929     7.21            1                1    
## 5 auto_arima1 auto.… Auto A…   0.0937     7.41            0.741            0.911
## 6 auto_arima2 auto.… Auto A…   0.0937     7.41            0.741            0.911
## 7 ets3        ets    ETS mo…   0.0956     7.47            1                1    
## 8 hw1         HoltW… HoltWi…   0.116      8.94            0.732            0.938

Covid 19 losses impact over CIB Egypt Stock price

Overiew of CIB Egypt stock Volume analysis

Testing Partitions impact over CIB stock Volume model performance

## # A tibble: 8 × 7
##   model_id    model  notes   avg_mape avg_rmse `avg_coverage_8… `avg_coverage_9…
##   <chr>       <chr>  <chr>      <dbl>    <dbl>            <dbl>            <dbl>
## 1 ets3        ets    ETS mo…    0.287   8.96e6            0.902            0.973
## 2 ets1        ets    ETS mo…    0.288   8.96e6            0.902            0.973
## 3 tslm1       tslm   tslm w…    0.303   9.56e6            0.946            0.991
## 4 ets2        ets    ETS mo…    0.326   9.58e6            0.884            0.973
## 5 tslm2       tslm   tslm w…    0.351   1.01e7            0.964            0.991
## 6 hw1         HoltW… HoltWi…    0.363   1.31e7            0.946            1    
## 7 auto_arima2 auto.… Auto A…    0.418   1.23e7            0.875            0.991
## 8 auto_arima1 auto.… Auto A…    0.424   1.22e7            0.884            0.991

Covid 19 losses impact over CIB Egypt Stock Volume